Application of rational expansion method for stochastic differential equations

DOI10.1016/J.AMC.2011.11.010MaRDI QIDQ426554zbMATH OpenOpenAlexFDO

Authors Qi Wang, Meijiao Wang

Publication date 11 June 2012

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.11.010

zbMATH Keywords

generalized Riccati equationrational expansion methodstochastic mKdV equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with low regular coefficients and/or low regular data (35R05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(5)

• Nonlocal and nonvariational elliptic problems: existence and multiplicity results
• New exact solutions and modulation instability for the nonlinear \((2+1)\)-dimensional Davey-Stewartson system of equation
• A method for solving a stochastic differential equation -- an application to the kinetic Ising model with the external noise.
• New solitary wave solutions of some nonlinear models and their applications
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models

Describes a project that uses

Uses Software

• Maple

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